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MIDU vs. DBE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MIDU vs. DBE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily Mid Cap Bull 3X Shares (MIDU) and Invesco DB Energy Fund (DBE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MIDU achieves a 37.63% return, which is significantly lower than DBE's 83.68% return. Both investments have delivered pretty close results over the past 10 years, with MIDU having a 11.92% annualized return and DBE not far ahead at 12.03%.


MIDU

1D
-0.19%
1M
10.56%
YTD
37.63%
6M
36.96%
1Y
65.54%
3Y*
26.41%
5Y*
2.59%
10Y*
11.92%

DBE

1D
2.33%
1M
-5.45%
YTD
83.68%
6M
74.95%
1Y
84.41%
3Y*
23.42%
5Y*
19.66%
10Y*
12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MIDU vs. DBE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MIDU
Direxion Daily Mid Cap Bull 3X Shares
37.63%-2.75%20.32%27.79%-49.27%72.89%-18.31%77.38%-39.21%46.86%
DBE
Invesco DB Energy Fund
83.68%-2.17%2.96%-12.14%33.77%57.56%-25.91%19.72%-12.95%5.21%

Correlation

The correlation between MIDU and DBE is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.28

Correlation (3Y)
Calculated over the trailing 3-year period

-0.03

Correlation (5Y)
Calculated over the trailing 5-year period

0.13

Correlation (10Y)
Calculated over the trailing 10-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Jan 9, 2009

0.31

The correlation between MIDU and DBE shifts across timeframes, from -0.28 (1 year) to 0.31 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MIDU vs. DBE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MIDU
MIDU Risk / Return Rank: 4343
Overall Rank
MIDU Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
MIDU Sortino Ratio Rank: 3939
Sortino Ratio Rank
MIDU Omega Ratio Rank: 3737
Omega Ratio Rank
MIDU Calmar Ratio Rank: 5252
Calmar Ratio Rank
MIDU Martin Ratio Rank: 5050
Martin Ratio Rank

DBE
DBE Risk / Return Rank: 7171
Overall Rank
DBE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DBE Sortino Ratio Rank: 6363
Sortino Ratio Rank
DBE Omega Ratio Rank: 6565
Omega Ratio Rank
DBE Calmar Ratio Rank: 9191
Calmar Ratio Rank
DBE Martin Ratio Rank: 6363
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MIDU vs. DBE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily Mid Cap Bull 3X Shares (MIDU) and Invesco DB Energy Fund (DBE). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


MIDUDBEDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-0.92

Omega ratioGain probability vs. loss probability

1.25

1.40

-0.15

Calmar ratioReturn relative to maximum drawdown

2.55

5.89

-3.34

Martin ratioReturn relative to average drawdown

8.47

11.53

-3.05

MIDU vs. DBE - Sharpe Ratio Comparison

The current MIDU Sharpe Ratio is 1.42, which is lower than the DBE Sharpe Ratio of 2.43. The chart below compares the historical Sharpe Ratios of MIDU and DBE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MIDUDBEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.42

2.43

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

0.67

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.43

-0.24

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.09

+0.26

Drawdowns

MIDU vs. DBE - Drawdown Comparison

The maximum MIDU drawdown since its inception was -86.26%, roughly equal to the maximum DBE drawdown of -86.69%. Use the drawdown chart below to compare losses from any high point for MIDU and DBE.


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Drawdown Indicators


MIDUDBEDifference

Max Drawdown

Largest peak-to-trough decline

-86.26%

-86.69%

+0.43%

Max Drawdown (1Y)

Largest decline over 1 year

-25.80%

-14.41%

-11.39%

Max Drawdown (3Y)

Largest decline over 3 years

-60.41%

-23.89%

-36.52%

Max Drawdown (5Y)

Largest decline over 5 years

-64.14%

-38.74%

-25.40%

Max Drawdown (10Y)

Largest decline over 10 years

-86.26%

-60.84%

-25.42%

Current Drawdown

Current decline from peak

-4.20%

-30.27%

+26.07%

Average Drawdown

Average peak-to-trough decline

-22.44%

-57.31%

+34.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.76%

7.35%

+0.41%

Volatility

MIDU vs. DBE - Volatility Comparison

Direxion Daily Mid Cap Bull 3X Shares (MIDU) and Invesco DB Energy Fund (DBE) have volatilities of 12.93% and 12.95%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MIDUDBEDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.93%

12.95%

-0.02%

Volatility (6M)

Calculated over the trailing 6-month period

33.72%

30.86%

+2.86%

Volatility (1Y)

Calculated over the trailing 1-year period

46.41%

34.97%

+11.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.44%

29.39%

+30.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

63.60%

28.33%

+35.27%

MIDU vs. DBE - Expense Ratio Comparison

MIDU has a 1.06% expense ratio, which is higher than DBE's 0.78% expense ratio.


Dividends

MIDU vs. DBE - Dividend Comparison

MIDU's dividend yield for the trailing twelve months is around 0.65%, less than DBE's 2.10% yield.


PositionTTM2025202420232022202120202019201820172016
DBE
Invesco DB Energy Fund
2.10%3.86%6.32%3.87%0.75%0.00%0.00%1.79%1.67%0.00%0.00%
MIDU
Direxion Daily Mid Cap Bull 3X Shares
0.65%1.04%1.10%1.43%0.11%0.00%0.06%0.71%0.70%2.67%1.89%

Frequently Asked Questions


MIDU and DBE have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DBE has higher volatility (12.95%) compared to MIDU (12.93%). In terms of maximum drawdown, MIDU dropped -86.26% vs DBE's -86.69%.

On 10-year performance, DBE leads with 12.03% vs 11.92% for MIDU. On fees, DBE is cheaper at 0.78% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DBE has performed better with a 12.03% return vs 11.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBE is cheaper with a 0.78% expense ratio, compared with 1.06% for MIDU.

DBE has the higher dividend yield at 2.10%, compared with 0.65% for MIDU.

MIDU is categorized as Leveraged Equities, while DBE is Oil & Gas. MIDU tracks S&P MidCap 400 Index (300%), while DBE tracks DBIQ Optimum Yield Energy Index. They also come from different issuers: Direxion and Invesco. Their fees differ too: 1.06% for MIDU and 0.78% for DBE.

DBE currently has the higher Sharpe Ratio (2.43 vs 1.42), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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